Morgan Stanley Call 56 EVT 18.03..../  DE000MA66CU5  /

EUWAX
6/15/2021  9:31:19 PM Chg.-0.030 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.880EUR -3.30% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 56.00 EUR 3/18/2022 Call

Master data

WKN: MA66CU
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 3/18/2022
Issue date: 4/30/2021
Last trading day: 3/18/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 35.28
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.37
Parity: -19.66
Time value: 1.03
Break-even: 57.03
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 0.81
Spread abs.: 0.11
Spread %: 10.68%
Delta: 0.12
Theta: 0.00
Omega: 4.35
Rho: 0.03
 

Quote data

Open: 0.930
High: 0.940
Low: 0.880
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+8.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.780
1M High / 1M Low: 1.050 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -